S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jul-1993
Day Change Summary
Previous Current
06-Jul-1993 07-Jul-1993 Change Change % Previous Week
Open 445.86 441.40 -4.46 -1.0% 447.60
High 446.87 443.63 -3.24 -0.7% 451.90
Low 441.42 441.40 -0.02 0.0% 445.20
Close 441.43 442.83 1.40 0.3% 445.84
Range 5.45 2.23 -3.22 -59.1% 6.70
ATR 3.19 3.12 -0.07 -2.2% 0.00
Volume
Daily Pivots for day following 07-Jul-1993
Classic Woodie Camarilla DeMark
R4 449.31 448.30 444.06
R3 447.08 446.07 443.44
R2 444.85 444.85 443.24
R1 443.84 443.84 443.03 444.35
PP 442.62 442.62 442.62 442.87
S1 441.61 441.61 442.63 442.12
S2 440.39 440.39 442.42
S3 438.16 439.38 442.22
S4 435.93 437.15 441.60
Weekly Pivots for week ending 02-Jul-1993
Classic Woodie Camarilla DeMark
R4 467.75 463.49 449.53
R3 461.05 456.79 447.68
R2 454.35 454.35 447.07
R1 450.09 450.09 446.45 448.87
PP 447.65 447.65 447.65 447.04
S1 443.39 443.39 445.23 442.17
S2 440.95 440.95 444.61
S3 434.25 436.69 444.00
S4 427.55 429.99 442.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.47 441.40 10.07 2.3% 3.05 0.7% 14% False True
10 451.90 441.40 10.50 2.4% 3.13 0.7% 14% False True
20 451.90 441.40 10.50 2.4% 2.86 0.6% 14% False True
40 455.63 436.86 18.77 4.2% 3.33 0.8% 32% False False
60 455.63 432.30 23.33 5.3% 3.32 0.8% 45% False False
80 455.63 432.30 23.33 5.3% 3.42 0.8% 45% False False
100 456.76 428.25 28.51 6.4% 3.65 0.8% 51% False False
120 456.76 428.25 28.51 6.4% 3.53 0.8% 51% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 453.11
2.618 449.47
1.618 447.24
1.000 445.86
0.618 445.01
HIGH 443.63
0.618 442.78
0.500 442.52
0.382 442.25
LOW 441.40
0.618 440.02
1.000 439.17
1.618 437.79
2.618 435.56
4.250 431.92
Fisher Pivots for day following 07-Jul-1993
Pivot 1 day 3 day
R1 442.73 445.21
PP 442.62 444.42
S1 442.52 443.62

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These figures are updated between 7pm and 10pm EST after a trading day.

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